-39.7%
TCOM vs ZYBT
-58.9%
+19.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.8% |
| 7D | -4.9% | -3.7% | -1.2% | -4.9% |
| 30D | -14.4% | 0.0% | -14.4% | -14.4% |
| 3M | -17.7% | +72.2% | -89.9% | -20.7% |
| 6M | -25.1% | +103.1% | -128.3% | -28.1% |
| YTD | -45.7% | +34.8% | -80.5% | -47.8% |
| 1Y | -47.9% | -83.2% | +35.3% | -49.4% |
| All | -39.7% | -58.9% | +19.2% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZYBT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling